RecruitingPhase 1Drug trialPembrolizumab + Chemotherapy in Newly Diagnosed PCNSLThis research study is studying if the investigational drug, Pembrolizumab, in combination with chemotherapy helps primary central nervous system lymphoma with acceptable side effects. This research study involves a combination of the below drugs: * Pembrolizumab (a type of monoclonal antibody) * Methotrexate (a type of anti-metabolite) * Temozolomide (a type of alkylating agent) * Rituximab (a type of antibody)